+15.6%
AMCR vs WOLF
+60.4%
-44.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | -1.8% | +9.8% | -11.6% | -2.0% |
| 30D | -6.0% | -12.1% | +6.1% | -5.8% |
| 3M | +18.9% | -47.9% | +66.8% | +20.7% |
| 6M | +5.7% | +74.3% | -68.6% | +2.5% |
| YTD | +11.1% | +65.9% | -54.8% | +7.7% |
| All | +15.6% | +60.4% | -44.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling